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20092026
Showing 2016 · math.NAShow all

10 papers · 2 filters

math.NA2016★ 8 cited

Bayesian Parameter Estimation via Filtering and Functional Approximations

Hermann G. Matthies, Alexander Litvinenko, Bojana V. Rosic +1

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use…

math.NA2016★ 3 cited

Thermodynamically consistent modeling and simulation of multi-component two-phase flow model with partial miscibility

Jisheng Kou, Shuyu Sun

A general diffuse interface model with a realistic equation of state (e.g. Peng-Robinson equation of state) is proposed to describe the multi-component two-phase fluid flow based o…

math.NA2016★ 1 cited

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

Abdul-Lateef Haji-Ali, Raul Tempone

We address the approximation of functionals depending on a system of particles, described by stochastic differential equations (SDEs), in the mean-field limit when the number of pa…

math.NA2016

Positivity for convective semi-discretizations

Imre Fekete, David I. Ketcheson, Lajos Lóczi

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to…

math.NA2016★ 9 cited

Multilevel ensemble Kalman filtering for spatially extended models

Alexey Chernov, Haakon Hoel, Kody Law +2

This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman fil…

math.NA2016★ 1 cited

Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

Winfried Auzinger, Harald Hofstätter, David Ketcheson +1

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular sche…

math.NA2016★ 2 cited

A Direct Elliptic Solver Based on Hierarchically Low-rank Schur Complements

Gustavo Chávez, George Turkiyyah, David Keyes

A parallel fast direct solver for rank-compressible block tridiagonal linear systems is presented. Algorithmic synergies between Cyclic Reduction and Hierarchical matrix arithmetic…

math.NA2016★ 4 cited

PetIGA-MF: a multi-field high-performance toolbox for structure-preserving B-splines spaces

A. F. Sarmiento, A. M. A. Cortes, D. A. Garcia +3

We describe the development of a high-performance solution framework for isogeometric discrete differential forms based on B-splines: PetIGA-MF. Built on top of PetIGA, PetIGA-MF i…

math.NA2016★ 11 cited

Fast Multipole Method as a Matrix-Free Hierarchical Low-Rank Approximation

Rio Yokota, Huda Ibeid, David Keyes

There has been a large increase in the amount of work on hierarchical low-rank approximation methods, where the interest is shared by multiple communities that previously did not i…

math.NA2016★ 6 cited

Strong-stability-preserving additive linear multistep methods

Yiannis Hadjimichael, David I. Ketcheson

The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy differe…